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On the exact distribution and mean value function of a geometric process with exponential interarrival times

Halil Aydoğdu, İhsan Karabulut and Elif Şen

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2577-2582

Abstract: The geometric process is considered when the distribution of the first interarrival time is assumed to be exponential. An analytical expression for the one dimensional probability distribution of this process is obtained as a solution to a system of recursive differential equations. A power series expansion is derived for the geometric renewal function by using an integral equation and evaluated in a computational perspective. Further, an extension is provided for the power series expansion of the geometric renewal function in the case of the Weibull distribution.

Keywords: Exponential distribution; Geometric renewal function; Power series; Weibull distribution (search for similar items in EconPapers)
Date: 2013
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2013.08.003

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